“…The DTW algorithmic technique is based on dynamic programming and aims to find the optimal alignment between two sequences (that may differ in length) by dynamically stretching and compressing their time axis. Although it initially became popular in speech recognition applications (Gomez‐Donoso, Cazorla, Garcia‐Garcia, & Garcia‐Rodriguez, 2016; Sakoe & Chiba, 1978), it was later applied to other research areas (Yao et al, 2018), including finance (e.g., Wang, Xie, Han, & Sun, 2012).…”